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The friendship paradox is revisited by considering both local and global averages of friends. How the economics of attention affects the recruitment of friends is examined. Statistical implications of varying individual attentions are…

Social and Information Networks · Computer Science 2014-12-23 Subhash Kak

Participatory budgeting is a democratic approach to deciding the funding of public projects, which has been adopted in many cities across the world. We present a survey of research on participatory budgeting emerging from the computational…

Computer Science and Game Theory · Computer Science 2020-03-03 Haris Aziz , Nisarg Shah

In this review article we explore several recent advances in the quantitative modeling of financial markets. We begin with the Efficient Markets Hypothesis and describe how this controversial idea has stimulated a number of new directions…

adap-org · Physics 2009-10-31 J. Doyne Farmer , Andrew W. Lo

This work addresses the buyer's inspection paradox for information markets. The paradox is that buyers need to access information to determine its value, while sellers need to limit access to prevent theft. To study this, we introduce an…

Artificial Intelligence · Computer Science 2024-03-22 Nasim Rahaman , Martin Weiss , Manuel Wüthrich , Yoshua Bengio , Li Erran Li , Chris Pal , Bernhard Schölkopf

In the study by Chen et al. (2023) [01], the large language model GPT demonstrated economic rationality comparable to or exceeding the average human level in tasks such as budget allocation and risk preference. Building on this finding,…

Artificial Intelligence · Computer Science 2025-03-18 ShuiDe Wen

Following a Geometrical Brownian Motion extension into an Irrational Fractional Brownian Motion model, we re-examine agent behaviour reacting to time dependent news on the log-returns thereby modifying a financial market evolution. We…

Trading and Market Microstructure · Quantitative Finance 2016-06-08 Gurjeet Dhesi , Marcel Ausloos

A financial market is a system resulting from the complex interaction between participants in a closed economy. We propose a minimal microscopic model of the financial market economy based on the real economy's symmetry constraint and…

Physics and Society · Physics 2022-06-15 Liu Ziyin , Katsuya Ito , Kentaro Imajo , Kentaro Minami

We examine two types of binary betting markets, whose primary goal is for profit (such as sports gambling) or to gain information (such as prediction markets). We articulate the interplay between belief and price-setting to analyse both…

Computer Science and Game Theory · Computer Science 2024-06-07 Haiqing Zhu , Alexander Soen , Yun Kuen Cheung , Lexing Xie

The reproducibility of published research has become an important topic in science policy. A number of large-scale replication projects have been conducted to gauge the overall reproducibility in specific academic fields. Here, we present…

Applications · Statistics 2021-06-09 Michael Gordon , Domenico Viganola , Anna Dreber , Magnus Johannesson , Thomas Pfeiffer

We study market-to-book ratios of stocks in the context of Stochastic Portfolio Theory. Functionally generated portfolios that depend on auxiliary economic variables other than relative capitalizations ("sizes") are developed in two ways,…

Mathematical Finance · Quantitative Finance 2022-06-09 Donghan Kim

The purpose of this paper is to provide a micro-economic foundation for an argument that the direct employment by the government is more desirable than the government purchase of private goods to eliminate unemployment. A general…

Theoretical Economics · Economics 2025-04-01 Kensuke Ohtake

This paper analyzes the 1/3 Financial Rule, a method of allocating income equally among debt repayment, savings, and living expenses. Through mathematical modeling, game theory, behavioral finance, and technological analysis, we examine the…

General Finance · Quantitative Finance 2025-04-08 Aditi Godbole , Zubin Shah , Ranjeet S. Mudholkar

We revisit a recently introduced agent model[ACS {\bf 11}, 99 (2008)], where economic growth is a consequence of education (human capital formation) and innovation, and investigate the influence of the agents' social network, both on an…

General Finance · Quantitative Finance 2009-11-13 Teresa Vaz Martins , Tanya Araujo , Maria Augusta Santos , Miguel St Aubyn

In social, economic and cultural situations in which the decisions of individuals are influenced directly by the decisions of others, there appears to be an inherently high level of ex ante unpredictability. In cultural markets such as…

Physics and Society · Physics 2015-05-13 Paul Ormerod , Kristin Glass

Behavioural economics provides labels for patterns in human economic behaviour. Probability weighting is one such label. It expresses a mismatch between probabilities used in a formal model of a decision (i.e. model parameters) and…

Theoretical Economics · Economics 2020-05-04 Ole Peters , Alexander Adamou , Mark Kirstein , Yonatan Berman

This research paper presents a thorough economic analysis of Bitcoin and its impact. We delve into fundamental principles, and technological evolution into a prominent decentralized digital currency. Analysing Bitcoin's economic dynamics,…

General Economics · Economics 2023-10-18 Ishmeet Matharoo

Using institutional economic theory as our guiding framework, we develop a model to describe how populist discourse by a nation's political leader influences entrepreneurship. We hypothesize that populist discourse reduces entrepreneurship…

General Economics · Economics 2022-03-09 Daniel L. Bennett , Christopher J. Boudreaux , Boris N. Nikolaev

Understanding human behaviour in decision problems and strategic interactions has wide-ranging applications in economics, psychology, and artificial intelligence. Game theory offers a robust foundation for this understanding, based on the…

Computer Science and Game Theory · Computer Science 2024-07-16 Valerio Capraro , Roberto Di Paolo , Matjaz Perc , Veronica Pizziol

In this study, we investigate the causal effect of financial literacy education on a composite financial health score constructed from 17 self-reported financial health and distress metrics ranging from spending habits to confidence in…

Applications · Statistics 2024-05-06 Daniel Frees , Arnav Gangal , Charles Shaviro

Labor share, the fraction of economic output accrued as wages, is inexplicably declining in industrialized countries. Whilst numerous prior works attempt to explain the decline via economic factors, our novel approach links the decline to…

General Economics · Economics 2024-01-05 B. N. Kausik